Oh Poulets, I have no idea. It could be your hygrometer. Strangely, I had 7 chicks hatch successfully with NO issues and yet 1 is shrink wrapped. After it had pipped for almost 24 hours I went ahead and chipped a bit of shell off . That's when I could see that it was shrink wrapped. The membrane had not been pierced yet. Cracked shell but no pierced membrane. So, my thought was that possibly the air was able to enter in through the cracks in the shell caused by the pip, but not through the membrane, basically the space in between the shell and the membrane, thus causing the shrink wrapping. I may be totally off about this, but I know it wasn't a humidity issue in my case. Not only was my humidity around 70 (I did calibrate both therm/hygs), but it was higher here and there when the other eggs hatched.
The other issue with this egg is that it still has functioning veins, so the shrink wrapping happened even then.
Well, I guess I do have an idea, but it's totally untested and unverified.